+84.7%
TFC vs PLUG
+25.0%
+59.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.6% |
| 7D | +0.3% | +14.5% | -14.2% | -1.0% |
| 30D | +9.2% | -10.7% | +19.9% | +10.1% |
| 3M | -2.9% | -31.2% | +28.3% | +0.1% |
| 6M | +3.5% | -51.9% | +55.4% | +9.3% |
| YTD | +5.4% | -23.9% | +29.3% | +5.0% |
| 1Y | +17.3% | -43.4% | +60.7% | +19.8% |
| 3Y | +96.7% | -74.7% | +171.4% | +93.6% |
| 5Y | -1.1% | -96.3% | +95.2% | +14.7% |
| 10Y | +84.7% | +20.0% | +64.7% | +51.5% |
| All | +84.7% | +25.0% | +59.7% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling